-80.6%
TTD vs SWKS
+3.5%
-84.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.8% | +14.7% | +15.3% |
| 7D | +19.0% | -2.7% | +21.7% | +19.8% |
| 30D | +23.6% | +8.5% | +15.1% | +21.2% |
| 3M | +8.2% | +17.3% | -9.1% | +2.7% |
| 6M | -35.3% | +25.1% | -60.4% | -41.1% |
| YTD | -60.7% | +33.3% | -94.0% | -65.4% |
| 1Y | -65.3% | +22.9% | -88.2% | -68.6% |
| 3Y | -80.6% | +5.5% | -86.1% | -80.0% |
| All | -80.6% | +3.5% | -84.1% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SWKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling